NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 73.70 74.61 0.91 1.2% 73.97
High 74.95 75.42 0.47 0.6% 75.42
Low 72.32 70.73 -1.59 -2.2% 70.73
Close 74.61 71.51 -3.10 -4.2% 71.51
Range 2.63 4.69 2.06 78.3% 4.69
ATR 2.75 2.88 0.14 5.1% 0.00
Volume 391,034 439,431 48,397 12.4% 1,689,727
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.62 83.76 74.09
R3 81.93 79.07 72.80
R2 77.24 77.24 72.37
R1 74.38 74.38 71.94 73.47
PP 72.55 72.55 72.55 72.10
S1 69.69 69.69 71.08 68.78
S2 67.86 67.86 70.65
S3 63.17 65.00 70.22
S4 58.48 60.31 68.93
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.62 83.76 74.09
R3 81.93 79.07 72.80
R2 77.24 77.24 72.37
R1 74.38 74.38 71.94 73.47
PP 72.55 72.55 72.55 72.10
S1 69.69 69.69 71.08 68.78
S2 67.86 67.86 70.65
S3 63.17 65.00 70.22
S4 58.48 60.31 68.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.72 70.73 4.99 7.0% 3.17 4.4% 16% False True 418,307
10 75.72 67.15 8.57 12.0% 2.89 4.0% 51% False False 417,544
20 82.08 67.15 14.93 20.9% 2.90 4.1% 29% False False 354,743
40 89.77 67.15 22.62 31.6% 2.55 3.6% 19% False False 249,941
60 89.77 67.15 22.62 31.6% 2.25 3.1% 19% False False 176,965
80 89.77 67.15 22.62 31.6% 2.17 3.0% 19% False False 136,176
100 89.77 67.15 22.62 31.6% 2.16 3.0% 19% False False 110,690
120 89.77 67.15 22.62 31.6% 2.02 2.8% 19% False False 92,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 95.35
2.618 87.70
1.618 83.01
1.000 80.11
0.618 78.32
HIGH 75.42
0.618 73.63
0.500 73.08
0.382 72.52
LOW 70.73
0.618 67.83
1.000 66.04
1.618 63.14
2.618 58.45
4.250 50.80
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 73.08 73.08
PP 72.55 72.55
S1 72.03 72.03

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These figures are updated between 7pm and 10pm EST after a trading day.

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